統計数学セミナー
Seminar on Probability and Statistics
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Seminar on Probability and Statistics
Monday January 16 2017
Tokyo 052 (Host) and Osaka I407 (Web)
4:50-6:00 pm


Profile likelihood approach to a large sample distribution of estimators in joint mixture model of survival and longitudinal ordered data


広瀬勇一 / Yuichi Hirose
University of Wellington

Abstract

We consider a semiparametric joint model that consists of item response and survival components, where these two components are linked through latent variables. We estimate the model parameters through a profile likelihood and the EM algorithm. We propose a method to derive an asymptotic variance of the estimators in this model.




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Seminar on Probability and Statistics